1. Hell: Hans Memling, c1485

Man as well as woman, devil as well as dragon, dog and bird, this vicious critter is dancing on the damned as they burn in eternal hell fire. Memling heaps up the horror, so that the inferno broils within the jaws of a colossal fish and the demon holds a banner emphatically denying the possibility of hope: "In hell there is no redemption'. The scene is part of a larger altarpiece intended to frighten 15th-century churchgoers into far better behaviour. But the notion of a torso that can talk was catnip to those modern shock merchants, the surrealists.

2. The Nightmare: Henry Fuseli, 1781

Photograph: Musee des Beaux-Arts, Strasbourg

It is the worst dream in art and by far the most famous, an archetype to outclass Sigmund Freud. The sleeper in her virginal nightgown lies readied on the bed like a sacrificial victim, throat stretched bare as if for the blade. On her stomach squats an excremental troll. His pricked ears cast horn-like shadows on the curtains behind her, which are, in turn, thrust apart by the head of a wild-eyed stallion. Even those blind to the intimations of rape, bestiality, voyeurism and murder can feel the power of Fuseli's metaphor: the nightmare as nocturnal violation. The Nightmare was meant to cause nightmares.

3. Electric Chair: Andy Warhol, 1964

The dreadful injunction "silence" glows in the gloom of Andy Warhol's Electric Chair, as if describing the future for whoever has been slaughtered in that seat. The restraints lie slack on the ground after the corpse has been removed and the darkness speaks of some shadowy no-man's-land. The silkscreen print takes the original photograph to the verge of dissolution with its blurry overlays, so that one can hardly grasp what is going on in this desolate scene. "Everything I do is connected with death," remarked Warhol, and it seems particularly true of his silkscreen images – widowed Jackie, the skulls, the car crash sequences and, above all, the electric chairs.

4. The Ghost of a Flea: William Blake, c1819-20

The flea is reincarnated as an irreducibly eerie hominid, haunting the night corridors with the bowl in which he collects human blood. Hunched and scaly, tongue whisking between his lips, he carries his knife and cup of gore with horrible purposefulness, a far more substantial creature than his insect counterpart. According to his friend John Varley, Blake saw the ghost in a vision. "The flea told him that fleas were inhabited by the souls of such men, as were by nature bloodthirsty to excess." Blake may have been teasing the credulous Varley with this flea talk, but the vision is beyond mundane imagining.

5. Saturn Devouring His Son Peter: Paul Rubens

Photograph: The Art Archive/Corbis

According to some versions of the Greek myth, Saturn (or Cronos) believed he was destined to be overcome by his own sons, so he devoured each of them as newborns to defeat the prophecy. Rubens painted this horror story quite differently from Goya, who shows a monster biting the head off a grown man. In this painting, Saturn is a ruthless murderer intent on the programmatic consumption of his own baby, starting with the infant's tender chest as if it were the succulent flesh of a chicken. Rubens evokes cannibalism inch by tiny inch.

6. The Flaying of Marsyas: Titian, c1570-75

Photograph: National Gallery, London

This frightening picture shows the satyr Marsyas receiving his punishment for losing a musical contest with Apollo: strung upside down, his skin flayed inch by inch, while a spaniel laps the blood and another musician – excruciatingly – accompanies on the violin. The surface of the canvas itself appears flayed, an incoherent mass, almost monochrome except for bloody streaks of crimson. Close up, every stroke blurs softly into the next, as if Titian couldn't paint such a vision of horror without lending it a sorrowful grace. He puts himself into the painting, too (seated on the right) pondering the torture with sadness.

7. Medusa: Caravaggio, 1596-98

Photograph: Arte & Immagini srl/Corbis

Medusa was one of the three Gorgons, monstrous beauties with snakes for hair who turned people to stone with their gaze. They were supposedly invincible, until the Greek hero Perseus came up with the brilliant ruse of fending off Medusa's lethal look with a mirror. Perseus gave her decapitated head to the goddess Athena to carry on her shield in the Trojan war. Caravaggio's painting also takes the form of a shield, his Medusa axed but still conscious, still momentarily alive and as horrified as she is horrifying. Legend has it that Caravaggio used his own reflection for the model.

8. The Drowning Dog: Francisco Goya, c1819-23

The dog is one of Goya's so-called "black paintings", worked directly on to the walls of his house outside Madrid in the years after the artist had suffered the illness that left him stone deaf. The starkest, sparest, most timeless of these nightmarish visions, it shows the head of a dog struggling between the great volume of empty space above and its equivalent below, each a kind of depthless oblivion. It is a proverbial image – the dog trying to keep its head above water, not so much swimming as sinking – and the more horrifying for the poor creature's speechlessness.

9. The Temptation of St Anthony: Hieronymus Bosch c1495-1515

Photograph: Massimo Listri/Corbis

Bosch's teeming allegories with their proliferating figures receding off into the distance, each crazily preoccupied with some infernal business of their own, have a hellish culmination in this great triptych. We can show only a fraction, which is apt because the work is entirely composed of tiny vignettes, one monstrous scenario after the next building up to an inescapable hell with fireworks on the horizon – except that St Anthony manages to sidestep it with his serene smile. We know little about Bosch, except that he may have trained as a priest.

10. Severed Heads: Théodore Géricault, 1818

An intimate relationship, like two heads in a bed, these poor lopped polls have been arranged by the artist as if they were still alive, an effect that is both tragic and parodic. She looks fast asleep on the pillow, while he is loudly snoring – except that his eyes are wide open, and transfixed with horror at the moment of death. For these two souls, or heads, or objects (they have the status of all three in this picture), are the relics of an execution. Géricault gives them a shocking half-life in these anatomical studies for his masterpiece, The Raft of the Medusa.